RBI Call/Semperit 23-25/ AT0000A376Q2 /
07/06/2024 09:15:01 | Chg.+0.001 | Bid12:03:12 | Ask12:03:12 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.011EUR | +10.00% | - Bid Size: - |
- Ask Size: - |
SEMPERIT AG HLDG | 20.00 EUR | 21/03/2025 | Call |
Master data
WKN: | RC1A4L |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | SEMPERIT AG HLDG |
Type: | Warrant |
Option type: | Call |
Strike price: | 20.00 EUR |
Maturity: | 21/03/2025 |
Issue date: | 26/09/2023 |
Last trading day: | 20/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 55.62 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.42 |
Historic volatility: | 0.32 |
Parity: | -0.83 |
Time value: | 0.02 |
Break-even: | 20.21 |
Moneyness: | 0.58 |
Premium: | 0.73 |
Premium p.a.: | 1.01 |
Spread abs.: | 0.01 |
Spread %: | 90.91% |
Delta: | 0.12 |
Theta: | 0.00 |
Omega: | 6.44 |
Rho: | 0.01 |
Quote data
Open: | 0.011 |
---|---|
High: | 0.011 |
Low: | 0.011 |
Previous Close: | 0.010 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -15.38% | ||
---|---|---|---|
1 Month | -8.33% | ||
3 Months | -42.11% | ||
YTD | -89.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.013 | 0.010 |
---|---|---|
1M High / 1M Low: | 0.015 | 0.010 |
6M High / 6M Low: | 0.122 | 0.004 |
High (YTD): | 12/01/2024 | 0.122 |
Low (YTD): | 27/03/2024 | 0.004 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.012 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.013 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.046 | |
Avg. volume 6M: | 362.903 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 112.54% | |
Volatility 6M: | 257.59% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |